The problem with taking it to the dealer is that's it's not an obvious problem, meaning there is no obvious issue for them to fix (or so I guess since you haven't figured out why you're lossing oil).
You're mileage sounds good to me, which is a good measure of engine performance to some extent. If you were burning oil due to a bad ring seat on some of the cylinders you fuel mileage would suffer significantly as would performance.
Check the PCV system to see if it's regurgitating a lot of oil, and is there any obvious oil buildup around the motor? Other than that, yeah I'd take it into the dealer, but I'm guessing their just going to do a visual inspection and maybe check the compression of each cylinder. And if that passes they'll probably just give it back.
One last thing, what are you driving habits like? Do you live real close to work, or do a lot of short trips? Lots of short driving trips(5 miles or less), especially in cold weather, can cause you to burn a bit of oil.
Dan